Re: FpML-FIX Working Group - Revised Example

["Robert Green" <rgreen@xxxxxxxx>]

I think this accurately reflects the
working group's conversation, Scott.

I had a question about one of the marginal
notes:

FpML content will not contain TABs
or NLs

I am interested in why this restriction
would exist.  It seems likely that systems that create FpML might
normally put in tabs and/or NL's (as was included in the example you provided.)
 Is this a FIX restriction?

Best regards,

Bob

______________________________________
Bob Green
Vice President - Systems
Phone:  813 470-2800     FAX: 212 908-2255
E-mail:   rgreen@xxxxxxxx
Depository Trust & Clearing Corporation
18301 Bermuda Green Dr, Tampa FL 33647

scott_atwell@xxxxxxxxxxxxxxxxxxx 03/16/2005 09:36 AM Please respond to fpml-fix

To:        fpml-fix@xxxxxxxxxxxxxxxxxxxx         cc:        "Gregory J. Vierheilig" <gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx>, "Robert Stowsky (E-mail)" <rstowsky@xxxxxxxxxxxxx>, "Lisa Taikitsadaporn (E-mail)" <tai@xxxxxxxxxxxxx>, dean.kauffman@xxxxxxxxxxxx, (bcc: Robert Green/DTCC)         Subject:        FpML-FIX Working Group - Revised Example

The example Dean Kauffman from TradeWeb presented at yesterday's meeting
has been revised and a Word version posted on the FPL-FpML Collaboration
Working Group page.  You can access it via:
http://www.fixprotocol.org/documents/1349/FIXFpML%20Proposal.doc
-----
TradeWeb Proposal to include FpML within FIX mesages for Interest Rate
Swaps

Proposal to include FpML (XML document) within FIX messages (via
EncodedSecurityDesc(351) in the FIX <Instrument> block). Attributes
that do
not have FIX equivalents appear only in the FpML Content - calendars, day
conventions, payment & calculation adjustments, termination provisions
(not
shown), etc. The example provided by Thomson-TradeWeb is a sample FIX
Execution Report for Interest Rate Swaps.




                    
                     
                     
          
              "Dean    
                     
                     
       
              Kauffman"  
                     
                     
     
              <Dean.Kauffman  
                     
                   To
              @TradeWeb.com>  
      "Gregory J. Vierheilig"      
        
                    
                <gregory.vierheilig@implementationsol
              03/14/2005    
        utions.com>,        
                 
              04:03 PM    
          <FpML-FIX@xxxxxxxxxxxxxxxxxxxx>
      
                    
                     
                     
       cc 
                    
                "Lisa Taikitsadaporn
(E-mail)"        
              Please respond  
      <tai@xxxxxxxxxxxxx>, "Robert Stowsky  
                    to
              (E-mail)" <rstowsky@xxxxxxxxxxxxx>
   
              fpml-fix@fpml.  
                     
              Subject 
              team.collab.ne  
      FpML-FIX RE: REMINDER: FpML-FIX      
                    t
               Working Group Meeting
- March 15,     
                    
                2005 @ 9AM  
                     
   
                    
                     
                     
          
                    
                     
                     
          
                    
                     
                     
          
                    
                     
                     
          
                    
                     
                     
          
                    
                     
                     
          




Attached is a sample FIX ExecutionReport for an Interest Rate Swap for
discussion.  The actual FIX tags would be numeric only - expansion
is
included here for help reading the content.  The FpML document describing
the trade is embedded in the XMLData group in the header, the
SecurityIDSource(22) is "I" ISDA and the SecurityID(48) gives
the ISDA name
of the floating rate index "EUR-EURIBOR-Telerate".  Attributes
that do not
have FIX equivalents appear only in the FpML Content - calendars, day
conventions, payment & calculation adjustments, termination provisions
(which I don't show here), etc.

Look forward to your feedback.

-----Original Message-----
From: Gregory J. Vierheilig
[mailto:gregory.vierheilig@xxxxxxxxxxxxxxxxxxxxxxxxxxx]
Sent: Monday, March 14, 2005 2:46 PM
To: FpML-FIX@xxxxxxxxxxxxxxxxxxxx
Cc: Dean Kauffman
Subject: REMINDER: FpML-FIX Working Group Meeting - March 15, 2005 @ 9AM


Hello,

This email is to remind you that an FpML-FIX Working Group meeting with
a
presentation by Dean Kauffmann of Trade Web.
The meeting is scheduled to be held on Tuesday, March 14, 2005 at 9AM.
The
call-in number and agenda are as follows.


Dial-in information:

Direct Dial-in: 201-210-3434
Participant code: 825508

Reference code (for problems): 272509

Best Regards,

Greg

Gregory Vierheilig
Implementation Solutions, LLC
331 West 57 Street, #364
New York, New York 10019
866-941-8650 Voice
866-941-5955 Fax
973-930-0866 Mobile
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